+17.3%
CMG vs LSCC
+73.4%
-56.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.4% | -4.6% | +3.9% |
| 7D | +8.6% | +19.3% | -10.7% | +8.8% |
| 30D | +13.1% | -9.6% | +22.8% | +13.0% |
| 3M | +9.0% | -12.4% | +21.4% | +9.1% |
| 6M | +10.0% | -10.5% | +20.5% | +8.2% |
| YTD | -3.4% | +54.8% | -58.2% | -9.3% |
| All | +17.3% | +73.4% | -56.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling